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Inflation and inflation uncertainty: evidence from the Caribbean region
16 references·16 citing·33 second hopsampled
Inflation and inflation uncertainty: evidence from the Caribbean region (2008)Inflation and inflation uncertainty: evid…Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling (2004)Inflation and inflation uncer…On inflation and inflation uncertainty in the G7 countries (1998)On inflation and inflation un…Disagreement as a Measure of Uncertainty (1996)Disagreement as a Measure of …Analysing inflation by the fractionally integrated ARFIMA-GARCH model (1996)Analysing inflation by the fr…Inflation and Uncertainty: Tests for Temporal Ordering (1995)Inflation and Uncertainty: Te…Inflation regimes and the sources of inflation uncertainty (1993)Inflation regimes and the sou…Inflation Regimes and the Sources of Inflation Uncertainty (1993)Inflation Regimes and the Sou…Why does high inflation raise inflation uncertainty? (1992)Why does high inflation raise…Inflation and Uncertainty at Short and Long Horizons (1990)Inflation and Uncertainty at …Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information (1986)A Theory of Ambiguity, Credib…Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983)Estimates of the Variance of …A Positive Theory of Monetary Policy in a Natural Rate Model (1983)A Positive Theory of Monetary…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…A Positive Theory of Monetary Policy in a Natural-Rate Model (1981)A Positive Theory of Monetary…Nobel Lecture: Inflation and Unemployment (1977)Nobel Lecture: Inflation and …Euro depreciation and trade asymmetries between Germany and Italy versus the US: industry-level estimates (2017)Euro depreciation and trade a…Do exchange rate changes have symmetric or asymmetric effects on the demand for money in Turkey? (2017)Do exchange rate changes have…Policy Uncertainty and the Demand for Money in the United States (2016)Policy Uncertainty and the De…Mexican bilateral trade and the J-curve: An application of the nonlinear ARDL model (2016)Mexican bilateral trade and t…Impact of exchange rate volatility on the commodity trade between Pakistan and the US (2016)Impact of exchange rate volat…Do exchange rate changes have symmetric or asymmetric effects on the trade balance? Evidence from U.S.–Korea commodity trade (2016)Do exchange rate changes have…Exchange rate volatility and Turkish commodity trade with the rest of the world (2015)Exchange rate volatility and …Does exchange rate volatility hurt domestic consumption? Evidence from emerging economies (2015)Does exchange rate volatility…Policy uncertainty and the demand for money in the United Kingdom (2014)Policy uncertainty and the de…Inflation and inflation-uncertainty in India: the policy implications of the relationship (2014)Inflation and inflation-uncer…The J-curve: evidence from commodity trade between UK and China (2013)The J-curve: evidence from co…Are Devaluations Contractionary in Africa? (2013)Are Devaluations Contractiona…The impact of economic and monetary uncertainty on the demand for money in emerging economies (2012)The impact of economic and mo…Exchange rate volatility and domestic consumption: Evidence from Japan (2012)Exchange rate volatility and …Economic and Monetary Uncertainty and the Demand for Money in China (2012)Economic and Monetary Uncerta…The impact of the Athens Olympic Games on the Athens Stock Exchange (2010)The impact of the Athens Olym…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Some International Evidence on Output-Inflation Tradeoffs. (1973)Aggregate Dynamics and Staggered Contracts (1980)Inflation targeting as a monetary policy rule (1999)Federal Reserve Information and the Behavior of Interest Rates (2000)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)Likelihood‐based cointegration tests in heterogeneous panels (2001)A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the ‘business cycle’ (1981)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Do Expected Shifts in Inflation Affect Estimates of the Long-Run Fisher Relation? (1995)Macroeconomic Drivers of Bond and Equity Risks (2014)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Anticipated inflation and the capital stock in a cash in-advance economy (1981)An empirical analysis of cross-national economic growth, 1951–1980 (1989)The Role of Monetary Policy (1995)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules, discretion and reputation in a model of monetary policy (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Modelling the persistence of conditional variances (1986)ARCH modeling in finance (1992)The Science of Monetary Policy: A New Keynesian Perspective (1999)Varieties of Capitalism (2001)Warning: Inflation May Be Harmful to Your Growth (1998)Disagreement Among Forecasters in G7 Countries (2011)Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1983A Positive Theory of Monetary Policy in a Natural Rate Model2,212 cited
  • 1981A Positive Theory of Monetary Policy in a Natural-Rate Model2,177 cited
  • 1977Nobel Lecture: Inflation and Unemployment1,800 cited
  • 1986A Theory of Ambiguity, Credibility, and Inflation under Discretion and Asymmetric Information1,287 cited
  • 1996Analysing inflation by the fractionally integrated ARFIMA-GARCH model557 cited
  • 1983Estimates of the Variance of U. S. Inflation Based upon the ARCH Model462 cited
  • 1992Why does high inflation raise inflation uncertainty?462 cited
  • 1990Inflation and Uncertainty at Short and Long Horizons313 cited
  • 1998On inflation and inflation uncertainty in the G7 countries313 cited
  • 1995Inflation and Uncertainty: Tests for Temporal Ordering247 cited
  • 1996Disagreement as a Measure of Uncertainty240 cited
  • 1993Inflation Regimes and the Sources of Inflation Uncertainty219 cited
  • 1993Inflation regimes and the sources of inflation uncertainty

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197 cited
  • 2004Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling191 cited
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    • 2012The impact of economic and monetary uncertainty on the demand for money in emerging economies68 cited
    • 2016Mexican bilateral trade and the J-curve: An application of the nonlinear ARDL model61 cited
    • 2013The J-curve: evidence from commodity trade between UK and China61 cited
    • 2013Are Devaluations Contractionary in Africa?52 cited
    • 2015Does exchange rate volatility hurt domestic consumption? Evidence from emerging economies39 cited
    • 2014Policy uncertainty and the demand for money in the United Kingdom38 cited
    • 2016Do exchange rate changes have symmetric or asymmetric effects on the trade balance? Evidence from U.S.–Korea commodity trade36 cited
    • 2012Economic and Monetary Uncertainty and the Demand for Money in China35 cited
    • 2014Inflation and inflation-uncertainty in India: the policy implications of the relationship33 cited
    • 2015Exchange rate volatility and Turkish commodity trade with the rest of the world31 cited
    • 2016Policy Uncertainty and the Demand for Money in the United States31 cited
    • 2016Impact of exchange rate volatility on the commodity trade between Pakistan and the US30 cited
    • 2017Do exchange rate changes have symmetric or asymmetric effects on the demand for money in Turkey?30 cited
    • 2010The impact of the Athens Olympic Games on the Athens Stock Exchange30 cited
    • 2012Exchange rate volatility and domestic consumption: Evidence from Japan29 cited
    • 2017Euro depreciation and trade asymmetries between Germany and Italy versus the US: industry-level estimates27 cited